With this change, the following is provided and present at all times
(meaning CRYPTO_MDEBUG is no longer required to get this functionality):

  - hooks to provide your own allocation and deallocation routines.
    They have to have the same interface as malloc(), realloc() and
    free().  They are registered by calling CRYPTO_set_mem_functions()
    with the function pointers.

  - hooks to provide your own memory debugging routines.  The have to
    have the same interface as as the CRYPTO_dbg_*() routines.  They
    are registered by calling CRYPTO_set_mem_debug_functions() with
    the function pointers.

I moved everything that was already built into OpenSSL and did memory
debugging to a separate file (mem_dbg.c), to make it clear what is
what.

With this, the relevance of the CRYPTO_MDEBUG has changed.  The only
thing in crypto/crypto.h that it affects is the definition of the
MemCheck_start and MemCheck_stop macros.